+681.6%
CLF vs CHD
+11,557.1%
-10,875.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.2% | +6.5% |
| 7D | -14.1% | +0.8% | -14.9% | -14.3% |
| 30D | -5.5% | +13.5% | -19.0% | -8.7% |
| 3M | 0.0% | +8.1% | -8.1% | -2.2% |
| 6M | +11.3% | +19.9% | -8.6% | +5.8% |
| YTD | -7.7% | +34.0% | -41.7% | -14.6% |
| 1Y | +17.5% | +29.8% | -12.3% | +9.5% |
| 3Y | -25.4% | +28.7% | -54.1% | -31.7% |
| 5Y | -46.0% | +31.8% | -77.8% | -51.2% |
| 10Y | +80.1% | +178.2% | -98.1% | +26.9% |
| All | +681.6% | +11,557.1% | -10,875.6% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling